Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period5 Minutes (M5) 2023.07.02 21:10 - 2023.07.31 23:55 (2023.07.01 - 2023.08.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersPSMHelp="************************************"; Lots_WithTrend=0.1; Lots_CounterTrend=0; TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=1; MAISHelp="************************************"; MA_TimeFrame=12; MA_Period=16; MA_Method=0; MA_AppliedPrice=0; MA_Shift=8; MA_DirOption=1; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=100; TakeProfit=90; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; CSHelp="------------------------------------"; TrendChangeAction=0; TZ_Management=0; MHelp="************************************"; BTBHelp="------------------------------------"; TZ_UpperLevel=0; TZ_LowerLevel=0; CPLHelp="------------------------------------"; AccEq_HighAmount=0; AccEq_LowAmount=0; DTMHelp="************************************"; DailyTradingMode=1; CDPHelp="------------------------------------"; Run_TargetProfitAmount=350; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=450; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=480; Run_ProfitTrailingStop=70; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; OHelp="************************************"; ShowExpandedPriceLevels=3; PriceLevelsColourScheme=7; TZ_LowerLevelColour=DarkViolet; TZ_UpperLevelColour=DarkViolet; EW_StartHourColour=DarkViolet; EW_UntilHourColour=Magenta; EW_CloseoutColour=DarkOrange; CloseoutTextColour=Gray; CloseoutTextDisplay=1; CFDTickScaling=0; MagicNumber=210603;
Bars in test6375Ticks modelled1543492Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit2111.77Gross profit6505.60Gross loss-4393.83
Profit factor1.48Expected payoff4.32
Absolute drawdown423.64Maximal drawdown1172.24 (9.62%)Relative drawdown9.62% (1172.24)
Total trades489Short positions (won %)291 (60.14%)Long positions (won %)198 (60.61%)
Profit trades (% of total)295 (60.33%)Loss trades (% of total)194 (39.67%)
Largestprofit trade67.05loss trade-74.50
Averageprofit trade22.05loss trade-22.65
Maximumconsecutive wins (profit in money)30 (990.52)consecutive losses (loss in money)40 (-1390.15)
Maximalconsecutive profit (count of wins)990.52 (30)consecutive loss (count of losses)-1390.15 (40)
Averageconsecutive wins12consecutive losses8
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.03 12:00sell10.101.679300.000000.00000
22023.07.03 12:00modify10.101.679301.689301.67030
32023.07.03 12:05sell20.101.678970.000000.00000
42023.07.03 12:05modify20.101.678971.688971.66997
52023.07.03 12:11sell30.101.679610.000000.00000
62023.07.03 12:11modify30.101.679611.689611.67061
72023.07.03 12:12sell40.101.679900.000000.00000
82023.07.03 12:12modify40.101.679901.689901.67090
92023.07.03 12:24sell50.101.680200.000000.00000
102023.07.03 12:24modify50.101.680201.690201.67120
112023.07.03 12:26sell60.101.680510.000000.00000
122023.07.03 12:26modify60.101.680511.690511.67151
132023.07.03 12:33sell70.101.680810.000000.00000
142023.07.03 12:33modify70.101.680811.690811.67181
152023.07.03 12:33sell80.101.681110.000000.00000
162023.07.03 12:33modify80.101.681111.691111.67211
172023.07.03 12:39sell90.101.681440.000000.00000
182023.07.03 12:39modify90.101.681441.691441.67244
192023.07.03 12:43sell100.101.681730.000000.00000
202023.07.03 12:43modify100.101.681731.691731.67273
212023.07.03 12:45sell110.101.682020.000000.00000
222023.07.03 12:45modify110.101.682021.692021.67302
232023.07.03 13:00buy120.101.682500.000000.00000
242023.07.03 13:00modify120.101.682501.672501.69150
252023.07.03 13:00buy130.101.682860.000000.00000
262023.07.03 13:00modify130.101.682861.672861.69186
272023.07.03 13:03buy140.101.682190.000000.00000
282023.07.03 13:03modify140.101.682191.672191.69119
292023.07.03 13:16buy150.101.683130.000000.00000
302023.07.03 13:16modify150.101.683131.673131.69213
312023.07.03 13:16buy160.101.683430.000000.00000
322023.07.03 13:16modify160.101.683431.673431.69243
332023.07.03 13:35buy170.101.681900.000000.00000
342023.07.03 13:35modify170.101.681901.671901.69090
352023.07.03 13:41buy180.101.681600.000000.00000
362023.07.03 13:41modify180.101.681601.671601.69060
372023.07.03 14:00sell190.101.682300.000000.00000
382023.07.03 14:00modify190.101.682301.692301.67330
392023.07.03 14:00sell200.101.682630.000000.00000
402023.07.03 14:00modify200.101.682631.692631.67363
412023.07.03 14:00sell210.101.682960.000000.00000
422023.07.03 14:00modify210.101.682961.692961.67396
432023.07.03 14:00sell220.101.683220.000000.00000
442023.07.03 14:00modify220.101.683221.693221.67422
452023.07.03 14:03sell230.101.683510.000000.00000
462023.07.03 14:03modify230.101.683511.693511.67451
472023.07.03 15:00buy240.101.679500.000000.00000
482023.07.03 15:00modify240.101.679501.669501.68850
492023.07.03 15:01buy250.101.679800.000000.00000
502023.07.03 15:01modify250.101.679801.669801.68880
512023.07.03 15:13buy260.101.680110.000000.00000
522023.07.03 15:13modify260.101.680111.670111.68911
532023.07.03 15:15buy270.101.680420.000000.00000
542023.07.03 15:15modify270.101.680421.670421.68942
552023.07.03 15:15buy280.101.680700.000000.00000
562023.07.03 15:15modify280.101.680701.670701.68970
572023.07.03 15:21buy290.101.681010.000000.00000
582023.07.03 15:21modify290.101.681011.671011.69001
592023.07.03 15:31buy300.101.679150.000000.00000
602023.07.03 15:31modify300.101.679151.669151.68815
612023.07.03 15:32buy310.101.678890.000000.00000
622023.07.03 15:32modify310.101.678891.668891.68789
632023.07.03 15:50buy320.101.681320.000000.00000
642023.07.03 15:50modify320.101.681321.671321.69032
652023.07.03 17:00close320.101.682401.671321.690328.0510008.05
662023.07.03 17:00close310.101.682401.668891.6878926.1510034.20
672023.07.03 17:00close300.101.682401.669151.6881524.2110058.41
682023.07.03 17:00close290.101.682401.671011.6900110.3510068.76
692023.07.03 17:00close280.101.682401.670701.6897012.6610081.42
702023.07.03 17:00close270.101.682401.670421.6894214.7510096.17
712023.07.03 17:00close260.101.682401.670111.6891117.0610113.23
722023.07.03 17:00close250.101.682401.669801.6888019.3710132.60
732023.07.03 17:00close240.101.682401.669501.6885021.6010154.20
742023.07.03 17:00close230.101.682901.693511.674514.5510158.75
752023.07.03 17:00close220.101.682901.693221.674222.3910161.14
762023.07.03 17:00close210.101.682901.692961.673960.4510161.59
772023.07.03 17:00close200.101.682901.692631.67363-2.0110159.58
782023.07.03 17:00close190.101.682901.692301.67330-4.4710155.11
792023.07.03 17:00close180.101.682401.671601.690605.9610161.07
802023.07.03 17:00close170.101.682401.671901.690903.7210164.79
812023.07.03 17:00close160.101.682401.673431.69243-7.6710157.12
822023.07.03 17:00close150.101.682401.673131.69213-5.4410151.68
832023.07.03 17:00close140.101.682401.672191.691191.5610153.24
842023.07.03 17:00close130.101.682401.672861.69186-3.4310149.81
852023.07.03 17:00close120.101.682401.672501.69150-0.7510149.06
862023.07.03 17:00close110.101.682901.692021.67302-6.5510142.51
872023.07.03 17:00close100.101.682901.691731.67273-8.7110133.80
882023.07.03 17:00close90.101.682901.691441.67244-10.8710122.93
892023.07.03 17:00close80.101.682901.691111.67211-13.3310109.60
902023.07.03 17:00close70.101.682901.690811.67181-15.5710094.03
912023.07.03 17:00close60.101.682901.690511.67151-17.8010076.23
922023.07.03 17:00close50.101.682901.690201.67120-20.1110056.12
932023.07.03 17:00close40.101.682901.689901.67090-22.3510033.77
942023.07.03 17:00close30.101.682901.689611.67061-24.5110009.26
952023.07.03 17:00close20.101.682901.688971.66997-29.279979.99
962023.07.03 17:00close10.101.682901.689301.67030-26.829953.17
972023.07.04 12:00sell330.101.681360.000000.00000
982023.07.04 12:00modify330.101.681361.691361.67236
992023.07.04 12:00sell340.101.681660.000000.00000
1002023.07.04 12:00modify340.101.681661.691661.67266
1012023.07.04 12:02sell350.101.681050.000000.00000
1022023.07.04 12:02modify350.101.681051.691051.67205
1032023.07.04 12:25sell360.101.680760.000000.00000
1042023.07.04 12:25modify360.101.680761.690761.67176
1052023.07.04 12:41sell370.101.680430.000000.00000
1062023.07.04 12:41modify370.101.680431.690431.67143
1072023.07.04 12:59sell380.101.681990.000000.00000
1082023.07.04 12:59modify380.101.681991.691991.67299
1092023.07.04 12:59sell390.101.682300.000000.00000
1102023.07.04 12:59modify390.101.682301.692301.67330
1112023.07.04 13:00buy400.101.682150.000000.00000
1122023.07.04 13:00modify400.101.682151.672151.69115
1132023.07.04 13:00buy410.101.681860.000000.00000
1142023.07.04 13:00modify410.101.681861.671861.69086
1152023.07.04 13:05buy420.101.681550.000000.00000
1162023.07.04 13:05modify420.101.681551.671551.69055
1172023.07.04 13:30buy430.101.682460.000000.00000
1182023.07.04 13:30modify430.101.682461.672461.69146
1192023.07.04 13:50buy440.101.682780.000000.00000
1202023.07.04 13:50modify440.101.682781.672781.69178
1212023.07.04 13:53buy450.101.683130.000000.00000
1222023.07.04 13:53modify450.101.683131.673131.69213
1232023.07.04 13:56buy460.101.683370.000000.00000
1242023.07.04 13:56modify460.101.683371.673371.69237
1252023.07.04 14:00sell470.101.682870.000000.00000
1262023.07.04 14:00modify470.101.682871.692871.67387
1272023.07.04 14:07sell480.101.683160.000000.00000
1282023.07.04 14:07modify480.101.683161.693161.67416
1292023.07.04 14:11sell490.101.683470.000000.00000
1302023.07.04 14:11modify490.101.683471.693471.67447
1312023.07.04 14:14sell500.101.683800.000000.00000
1322023.07.04 14:14modify500.101.683801.693801.67480
1332023.07.04 14:36sell510.101.682550.000000.00000
1342023.07.04 14:36modify510.101.682551.692551.67355
1352023.07.04 17:00close510.101.681671.692551.673556.559959.72
1362023.07.04 17:00close500.101.681671.693801.6748015.869975.58
1372023.07.04 17:00close490.101.681671.693471.6744713.409988.98
1382023.07.04 17:00close480.101.681671.693161.6741611.1010000.08
1392023.07.04 17:00close470.101.681671.692871.673878.9410009.02
1402023.07.04 17:00close460.101.681171.673371.69237-16.399992.63
1412023.07.04 17:00close450.101.681171.673131.69213-14.619978.02
1422023.07.04 17:00close440.101.681171.672781.69178-12.009966.02
1432023.07.04 17:00close430.101.681171.672461.69146-9.619956.41
1442023.07.04 17:00close420.101.681171.671551.69055-2.849953.57
1452023.07.04 17:00close410.101.681171.671861.69086-5.149948.43
1462023.07.04 17:00close400.101.681171.672151.69115-7.319941.12
1472023.07.04 17:00close390.101.681671.692301.673304.699945.81
1482023.07.04 17:00close380.101.681671.691991.672992.389948.19
1492023.07.04 17:00close370.101.681671.690431.67143-9.249938.95
1502023.07.04 17:00close360.101.681671.690761.67176-6.789932.17
1512023.07.04 17:00close350.101.681671.691051.67205-4.629927.55
1522023.07.04 17:00close340.101.681671.691661.67266-0.089927.47
1532023.07.04 17:00close330.101.681671.691361.67236-2.319925.16
1542023.07.05 12:00buy520.101.685960.000000.00000
1552023.07.05 12:00modify520.101.685961.675961.69496
1562023.07.05 12:04buy530.101.685640.000000.00000
1572023.07.05 12:04modify530.101.685641.675641.69464
1582023.07.05 12:09buy540.101.686280.000000.00000
1592023.07.05 12:09modify540.101.686281.676281.69528
1602023.07.05 12:21buy550.101.686560.000000.00000
1612023.07.05 12:21modify550.101.686561.676561.69556
1622023.07.05 12:26buy560.101.686860.000000.00000
1632023.07.05 12:26modify560.101.686861.676861.69586
1642023.07.05 12:26buy570.101.687160.000000.00000
1652023.07.05 12:26modify570.101.687161.677161.69616
1662023.07.05 12:27buy580.101.687460.000000.00000
1672023.07.05 12:27modify580.101.687461.677461.69646
1682023.07.05 12:29buy590.101.687790.000000.00000
1692023.07.05 12:29modify590.101.687791.677791.69679
1702023.07.05 12:32buy600.101.688070.000000.00000
1712023.07.05 12:32modify600.101.688071.678071.69707
1722023.07.05 12:34buy610.101.688420.000000.00000
1732023.07.05 12:34modify610.101.688421.678421.69742
1742023.07.05 12:43buy620.101.688790.000000.00000
1752023.07.05 12:43modify620.101.688791.678791.69779
1762023.07.05 12:44buy630.101.689040.000000.00000
1772023.07.05 12:44modify630.101.689041.679041.69804
1782023.07.05 12:44buy640.101.689260.000000.00000
1792023.07.05 12:44modify640.101.689261.679261.69826
1802023.07.05 12:45buy650.101.689570.000000.00000
1812023.07.05 12:45modify650.101.689571.679571.69857
1822023.07.05 12:46buy660.101.689890.000000.00000
1832023.07.05 12:46modify660.101.689891.679891.69889
1842023.07.05 12:50buy670.101.690180.000000.00000
1852023.07.05 12:50modify670.101.690181.680181.69918
1862023.07.05 15:00sell680.101.686960.000000.00000
1872023.07.05 15:00modify680.101.686961.696961.67796
1882023.07.05 15:00sell690.101.686640.000000.00000
1892023.07.05 15:00modify690.101.686641.696641.67764
1902023.07.05 15:02sell700.101.687260.000000.00000
1912023.07.05 15:02modify700.101.687261.697261.67826
1922023.07.05 15:16sell710.101.686350.000000.00000
1932023.07.05 15:16modify710.101.686351.696351.67735
1942023.07.05 16:43sell720.101.687570.000000.00000
1952023.07.05 16:43modify720.101.687571.697571.67857
1962023.07.05 17:00close720.101.687211.697571.678572.689927.84
1972023.07.05 17:00close710.101.687211.696351.67735-6.419921.43
1982023.07.05 17:00close700.101.687211.697261.678260.379921.80
1992023.07.05 17:00close690.101.687211.696641.67764-4.259917.55
2002023.07.05 17:00close680.101.687211.696961.67796-1.869915.69
2012023.07.05 17:00close670.101.686711.680181.69918-25.859889.84
2022023.07.05 17:00close660.101.686711.679891.69889-23.699866.15
2032023.07.05 17:00close650.101.686711.679571.69857-21.319844.84
2042023.07.05 17:00close640.101.686711.679261.69826-19.009825.84
2052023.07.05 17:00close630.101.686711.679041.69804-17.369808.48
2062023.07.05 17:00close620.101.686711.678791.69779-15.499792.99
2072023.07.05 17:00close610.101.686711.678421.69742-12.749780.25
2082023.07.05 17:00close600.101.686711.678071.69707-10.139770.12
2092023.07.05 17:00close590.101.686711.677791.69679-8.049762.08
2102023.07.05 17:00close580.101.686711.677461.69646-5.599756.49
2112023.07.05 17:00close570.101.686711.677161.69616-3.359753.14
2122023.07.05 17:00close560.101.686711.676861.69586-1.129752.02
2132023.07.05 17:00close550.101.686711.676561.695561.129753.14
2142023.07.05 17:00close540.101.686711.676281.695283.219756.35
2152023.07.05 17:00close530.101.686711.675641.694647.979764.32
2162023.07.05 17:00close520.101.686711.675961.694965.599769.91
2172023.07.06 12:00sell730.101.697070.000000.00000
2182023.07.06 12:00modify730.101.697071.707071.68807
2192023.07.06 12:00sell740.101.696750.000000.00000
2202023.07.06 12:00modify740.101.696751.706751.68775
2212023.07.06 12:05sell750.101.697390.000000.00000
2222023.07.06 12:05modify750.101.697391.707391.68839
2232023.07.06 12:07sell760.101.697670.000000.00000
2242023.07.06 12:07modify760.101.697671.707671.68867
2252023.07.06 12:08sell770.101.697970.000000.00000
2262023.07.06 12:08modify770.101.697971.707971.68897
2272023.07.06 12:09sell780.101.698270.000000.00000
2282023.07.06 12:09modify780.101.698271.708271.68927
2292023.07.06 12:12sell790.101.698600.000000.00000
2302023.07.06 12:12modify790.101.698601.708601.68960
2312023.07.06 12:13sell800.101.698880.000000.00000
2322023.07.06 12:13modify800.101.698881.708881.68988
2332023.07.06 12:17sell810.101.696460.000000.00000
2342023.07.06 12:17modify810.101.696461.706461.68746
2352023.07.06 12:36sell820.101.696170.000000.00000
2362023.07.06 12:36modify820.101.696171.706171.68717
2372023.07.06 12:37sell830.101.695870.000000.00000
2382023.07.06 12:37modify830.101.695871.705871.68687
2392023.07.06 13:09sell840.101.699190.000000.00000
2402023.07.06 13:09modify840.101.699191.709191.69019
2412023.07.06 13:48sell850.101.695530.000000.00000
2422023.07.06 13:48modify850.101.695531.705531.68653
2432023.07.06 14:00sell860.101.694970.000000.00000
2442023.07.06 14:00modify860.101.694971.704971.68597
2452023.07.06 14:00sell870.101.694750.000000.00000
2462023.07.06 14:00modify870.101.694751.704751.68575
2472023.07.06 14:00sell880.101.694330.000000.00000
2482023.07.06 14:00modify880.101.694331.704331.68533
2492023.07.06 14:00sell890.101.695360.000000.00000
2502023.07.06 14:00modify890.101.695361.705361.68636
2512023.07.06 14:10sell900.101.694070.000000.00000
2522023.07.06 14:10modify900.101.694071.704071.68507
2532023.07.06 14:38sell910.101.693730.000000.00000
2542023.07.06 14:38modify910.101.693731.703731.68473
2552023.07.06 15:01close910.101.693981.703731.68473-1.869768.05
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